Over 2022 to 2025 (4 years of data), TWGBGBX has tended to move long between 11.07 and 22.07, closing higher in 100.0% of those years for an average +7.39% move and an annualized Sharpe of 6.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 22.07 | Long | 100.0% | +7.39% | 6.03 | 4 |
| 11.07 → 20.07 | Long | 100.0% | +7.18% | 6.47 | 4 |
| 11.07 → 23.07 | Long | 100.0% | +7.14% | 5.71 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +5.12% | 5.56 | 4 |
| 12.07 → 20.07 | Long | 100.0% | +4.91% | 5.96 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +4.88% | 5.16 | 4 |
| 10.07 → 26.07 | Long | 75.0% | +7.88% | 4.75 | 4 |
| 10.07 → 22.07 | Long | 75.0% | +7.84% | 5.23 | 4 |